[dharmab]

In addition to the traffic analysis mentioned in another reply, there are ways data can be leaked from Tor. One example from the crime documentary "Hunting Warhead": a white hat hacker managed to locate a darknet server running a forum software by setting his avatar image to a file hosted on a domain he controlled. The forum software retrieved the age via a regular internet route, exposing the actual host IP.

For maximum privacy, Tor should be used with software designed for Tor from the start.